matlab details,Tolerance Details

Tolerance Details

Optimization Toolbox™ solvers use tolerances to decide when to stop iterating and to measure

solution quality. See Tolerances and Stopping Criteria.

For the four most important tolerances, this section describes which tolerances are

relative, meaning scale in some sense with problem size or values, and which are

absolute, meaning do not scale with the problem. In the following table,

R means Relative.

A means Absolute.

. means inapplicable.

A* means Absolute when the tolerances are

checked; however, preprocessing can scale the entries to some extent, so the

tolerances can be considered relative.

A*, R means

the constraints are first checked as Absolute. If this check passes, the solver

returns a positive exit flag. If this check fails then the constraints are

checked as Relative. If this check passes, the solver returns a positive exit

flag with "poor feasibility". If this check fails, the solver returns a negative

exit flag.

Tolerances by Solver and Algorithm

SolverAlgorithmOptimality ToleranceFunction ToleranceStep ToleranceConstraint Tolerancefmincon'interior-point'R.RR

'sqp'R.RR

'sqp-legacy'R.RR

'active-set'AAAA

'trust-region-reflective'ARA.

fminunc'quasi-newton'R.R.

'trust-region'ARA.

fminsearch.AA.

fminbnd.AR.

fseminfAAAA

fgoalattainAAAA

fminimaxAAAA

linprog'dual-simplex'A*..A*, R

'interior-point'R..R

'interior-point-legacy'R...

intlinprogA*..A*, R

quadprog'interior-point-convex'R.RR

'trust-region-reflective', boundsARA.

'trust-region-reflective', linear

equalities....

'active-set'R.AR

coneprogRR

lsqlin'interior-point'R.RR

'trust-region-reflective'ARA.

lsqnonneg..R.

lsqnonlin'trust-region-reflective'ARA.

'levenberg-marquardt'RRR.

lsqcurvefit'trust-region-reflective'ARA.

'levenberg-marquardt'RRR.

fsolve'trust-region-dogleg'ARR.

'trust-region'ARA.

'levenberg-marquardt'RRR.

fzero..R.

Related Topics

  • 0
    点赞
  • 0
    收藏
    觉得还不错? 一键收藏
  • 0
    评论

“相关推荐”对你有帮助么?

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值